-35.1%
PSKY vs GPC
+497.1%
-532.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | -0.2% | +1.2% | -1.4% | -1.0% |
| 30D | +24.0% | +6.0% | +18.0% | +18.8% |
| 3M | +2.2% | +42.6% | -40.5% | -22.7% |
| 6M | -9.0% | +22.8% | -31.7% | -23.6% |
| YTD | -18.1% | +15.5% | -33.6% | -30.0% |
| 1Y | -25.1% | +2.0% | -27.1% | -29.8% |
| 3Y | -16.3% | -1.4% | -14.9% | -25.2% |
| 5Y | -70.4% | +30.6% | -101.0% | -79.9% |
| 10Y | -74.2% | +80.6% | -154.8% | -88.2% |
| All | -35.1% | +497.1% | -532.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling